“I have never” is used with the past participle

I have never ridden a horse

I have never eaten sushi

Therefore,

“I have never had a boyfriend” is correct.

However, the meaning could be interpreted negatively. Because I have never had a boyfriend, I don’t know what a good boyfriend is like (I have nothing to compare you to) so I am happy with you.

I’ve never had a boyfriend and I’m very grateful that I landed in your arms…

I’ve never had aby boyfriends and so I’m so glad I found you

You should use had instead of have since you are referring to a singlurar person in the pastm and the next independent clause” i am happy with you” should be restated.